Existence and uniqueness for BSDE with stopping time (Q5955846)
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scientific article; zbMATH DE number 1706964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness for BSDE with stopping time |
scientific article; zbMATH DE number 1706964 |
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Existence and uniqueness for BSDE with stopping time (English)
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18 February 2002
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The author discusses existence and uniqueness of a solution for a backward stochastic differential equation with random time horizon.
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backward stochastic differential equation
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stopping time
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adapted solution
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